-15.6%
MOS vs BWA
+17.4%
-32.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -2.5% | +19.9% | +18.0% |
| 7D | +17.9% | -9.9% | +27.8% | +21.0% |
| 30D | +1.6% | -16.4% | +17.9% | +6.3% |
| 3M | -4.0% | -19.8% | +15.8% | +1.2% |
| 6M | -4.1% | -10.0% | +5.8% | -2.5% |
| YTD | -7.8% | +12.7% | -20.5% | -16.0% |
| 1Y | -15.6% | +15.7% | -31.2% | -24.0% |
| All | -15.6% | +17.4% | -32.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling